Abstract
The article analyzes the effectiveness of the Russian currency market using the multi-fractal analysis of fluctuations without a trend (MF-DFA) of a time series composed of daily values of the US dollar (USD) to Russian ruble (RUB) (USD/RUB) exchange rate for the period time (01/01/2013 — 04/01/2022), during which events occurred that led to serious changes in the Russian foreign exchange market.
 Calculations showed that the time series made up of the daily values of the USD/RUB exchange rate showed the least efficiency after the introduction of the fiscal rule and the coronavirus pandemic, and the highest comparative efficiency after the introduction of the freely floating exchange rate regime.
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